Object-Oriented Time Series Generator

1. A process comprising: using a first GUI component of a graphical user interface (GUI) generated using GUI logic of a client computer, receiving an expression comprising a first expression portion and a second expression portion, wherein the GUI logic is programmed to receive in the GUI component the first expression portion that specifies one or more market instruments and one or more mathematical operations involving at least one of the one or more market instruments and to receive in the GUI component the second expression portion that specifies a method that is to be applied based on the first expression portion; using a time series generator programmed with a set of computer-executable instructions, constructing and returning a time series; using a parsing module in an application server, parsing the expression to generate an in-memory representation of the time series in computer memory and evaluating the expression to generate the time series at least in part by: using the time series generator, retrieving intermediate information that has been previously generated from one or more mathematical operations performed on one or more sets of data values and stored in a data repository server for subsequent use; if the data repository server does not contain the intermediate information that has been previously generated, then: using the time series generator, retrieving the one or more sets of data values from the data repository server; using the time series generator, performing the one or more mathematical operations on the one or more sets of data values to execute one or more modifications to each data value of one or more sets of data values that represent the at least one of the one or more market instruments, wherein the one or more sets of data values are stored using a data repository server, to generate the intermediate information at least in part by modifying each data value of the one or more sets of data values and storing the generated intermediate information in the data repository server for subsequent use in another time series generation; using a method logic module within the application server, applying a first method to the intermediate information; using the application server, storing the time series in computer data storage on the data repository server, and causing displaying the time series in a content pane of the same GUI located on the client computer; wherein the process is performed by one or more computing devices.

2. The process of claim 1 , further comprising recursively performing the steps of parsing the expression, generating the time series, and storing the time series based on a sub-expression that is included in the first expression portion.

3. The process of claim 1 , wherein the one or more sets of data values represent the one or more market instruments at different times.

4. The process of claim 1 , wherein the second expression portion specifies the method at least in part by referencing a set of stored computer-executable instructions that is operable to construct and return the time series.

5. The process of claim 1 , wherein the first expression portion specifies the one or more market instruments by referencing the one or more market instruments using one or more tickers.

6. The process of claim 1 , further comprising recursively parsing the first expression portion and the second expression portion to generate the in-memory representation; wherein generating the time series comprises, prior to applying the method, retrieving the one or more sets of data values based on the in-memory representation.

7. The process of claim 1 , wherein evaluating the expression to generate the time series comprises: locating the one or more sets of data values in a data repository based on the first expression portion; and retrieving the one or more sets of data values from the data repository.

8. The process of claim 1 , wherein the first expression portion specifies one or more parameters for the method, wherein the one or more parameters comprise any one of an identifier of a particular market instrument; an identifier of a particular time series associated with a particular market instrument.

9. The process of claim 1 , wherein: the method is a first method; the time series is a first time series; the first expression portion comprises a sub-expression; the sub-expression comprises a second method which, when evaluated, returns a second time series; and generating the first time series comprises: applying the second method to the one or more sets of data values to generate the second time series; wherein the one or more mathematical operations are performed and the first method is applied based on the second time series.

10. The process of claim 1 , further comprising: receiving a request to generate the time series; in response to the request, causing display of a graphical representation of the time series in a graphical user interface.

11. The method of claim 1 , wherein the first expression specifies the one or more mathematical operations using an addition operator that, when executed, causes addition of one or more particular values to each data value of the one or more sets of data values.

12. The method of claim 1 , wherein the first expression specifies the one or more mathematical operations using a subtraction operator that, when executed, causes subtraction of one or more particular values from each data value of the one or more sets of data values.

13. The method of claim 1 , wherein the first expression specifies the one or more mathematical operations using a multiplication operator that, when executed, causes multiplication of each data value of the one or more sets of data values by one or more particular values.

14. The method of claim 1 , wherein the first expression specifies the one or more mathematical operations using a division operator that, when executed, causes division of each data value of the one or more sets of data values by one or more particular values.

15. The method of claim 1 , wherein the one or more mathematical operations further involve at least one other market instrument of the one or more market instruments; wherein the one or more modifications are based on one or more other sets of data values that represent the at least one other market instrument.

16. A non-transitory machine-readable storage medium comprising instructions which, when executed by one or more processors, cause: using a first GUI component of a graphical user interface (GUI) generated using GUI logic of a client computer, receiving an expression comprising a first expression portion and a second expression portion, wherein the GUI logic is programmed to receive in the GUI component the first expression portion that specifies one or more market instruments and one or more mathematical operations involving at least one of the one or more market instruments and to receive in the GUI component the second expression portion that specifies a method that is to be applied based on the first expression portion; using a time series generator programmed with a set of computer-executable instructions, constructing and returning a time series; using a parsing module in an application server, parsing the expression to generate an in-memory representation of the time series in computer memory and evaluating the expression to generate the time series at least in part by: using the time series generator, retrieving intermediate information that has been previously generated from one or more mathematical operations performed on one or more sets of data values and stored in a data repository server for subsequent use; if the data repository server does not contain the intermediate information that has been previously generated, then: using the time series generator, retrieving the one or more sets of data values from the data repository server; using the time series generator, performing the one or more mathematical operations on the one or more sets of data values to execute one or more modifications to each data value of one or more sets of data values that represent the at least one of the one or more market instruments, wherein the one or more sets of data values are stored using a data repository server, to generate the intermediate information at least in part by modifying each data value of the one or more sets of data values and storing the generated intermediate information in the data repository server for subsequent use in another time series generation; using a method logic module within the application server, applying a first method to the intermediate information; using the application server, storing the time series in computer data storage on the data repository server, and causing displaying the time series in a content pane of the same GUI located on the client computer; wherein the process is performed by one or more computing devices.

17. The non-transitory machine-readable storage medium of claim 16 , wherein the instructions, when executed, further cause recursively performing the steps of parsing the expression, generating the time series, and storing the time series based on a sub-expression that is included in the first expression portion.

18. The non-transitory machine-readable storage medium of claim 16 , wherein the one or more sets of data values represent the one or more market instruments at different times.

19. The non-transitory machine-readable storage medium of claim 16 , wherein the second expression portion specifies the method at least in part by referencing a set of stored computer-executable instructions that is operable to construct and return the time series.

20. The non-transitory machine-readable storage medium of claim 16 , wherein the first expression portion specifies the one or more market instruments by referencing the one or more market instruments using one or more tickers.

21. The non-transitory machine-readable storage medium of claim 16 , wherein the instructions, when executed, further cause recursively parsing the first expression portion and the second expression portion to generate the in-memory representation; wherein the instructions, when executed, cause generating the time series at least in part by, prior to applying the method, retrieving the one or more sets of data values based on the in-memory representation.

22. The non-transitory machine-readable storage medium of claim 16 , wherein the instructions, when executed, cause evaluating the expression to generate the time series at least in part by: locating the one or more sets of data values in a data repository based on the first expression portion; and retrieving the one or more sets of data values from the data repository.

23. The non-transitory machine-readable storage medium of claim 16 , wherein the first expression portion specifies one or more parameters for the method, wherein the one or more parameters comprise any one of an identifier of a particular market instrument; an identifier of a particular time series associated with a particular market instrument.

24. The non-transitory machine-readable storage medium of claim 16 , wherein: the method is a first method; the time series is a first time series; the first expression portion comprises a sub-expression; the sub-expression comprises a second method which, when evaluated, returns a second time series; and the instructions, when executed, cause generating the first time series at least in part by: applying the second method to the one or more sets of data values to generate the second time series; wherein the one or more mathematical operations are performed and the first method is applied based on the second time series.

25. The non-transitory machine-readable storage medium of claim 16 , wherein the instructions, when executed, further cause display of a graphical representation of the time series in a graphical user interface.

26. The non-transitory machine-readable storage medium of claim 16 , wherein the first expression specifies the one or more mathematical operations using an addition operator that, when executed, causes addition of one or more particular values to each data value of the one or more sets of data values.

27. The non-transitory machine-readable storage medium of claim 16 , wherein the first expression specifies the one or more mathematical operations using a subtraction operator that, when executed, causes subtraction of one or more particular values from each data value of the one or more sets of data values.

28. The non-transitory machine-readable storage medium of claim 16 , wherein the first expression specifies the one or more mathematical operations using a multiplication operator that, when executed, causes multiplication of each data value of the one or more sets of data values by one or more particular values.

29. The non-transitory machine-readable storage medium of claim 16 , wherein the first expression specifies the one or more mathematical operations using a division operator that, when executed, causes division of each data value of the one or more sets of data values by one or more particular values.

30. The non-transitory machine-readable storage medium of claim 16 , wherein the one or more mathematical operations further involve at least one other market instrument of the one or more market instruments; wherein the one or more modifications are based on one or more other sets of data values that represent the at least one other market instrument.